An open, reproducible practitioner dataset spanning the 2018, 2021, 2023 and 2025 EBA EU-wide stress-test cycles, covering 18 European G-SIBs on a harmonised template. Peer benchmarks on starting CET1, CET1 depletion, risk parameters (PD, LGD, coverage), credit losses, NII under stress, operational-risk charges, and the corresponding ESRB adverse macro scenarios. Built for analysts who need to do the arithmetic themselves.
Nine tabs, each a normalised long-format table keyed on bank_id · cycle · scenario · year. No pivot tables, no merged cells, no formatting-as-data. If you can load a CSV, you can load this.
ESRB adverse & baseline macro paths per cycle — GDP, unemployment, HICP, residential & CRE prices, equity, sovereign spreads, 3m/10y yields, FX. 28 EEA jurisdictions plus US, UK, CN, JP.
T-0 CET1 ratio (transitional & fully loaded), CET1 capital, RWA by risk type, leverage ratio — as declared in the EBA transparency templates for each cycle.
End-point CET1 under adverse, depletion in bps from T-0, minimum CET1 across the 3-year horizon, distance to MDA trigger. 2025-cycle figures adjusted for CRR3 Output Floor phase-in.
PD, LGD, coverage ratios by portfolio (corporate, SME, retail mortgage, retail other, sovereign), T-0 and projected under adverse. Stage 1/2/3 migration where disclosed.
3-year cumulative credit losses, annual impairment, cost-of-risk in bps on average gross exposure. Broken out by IFRS 9 stage and portfolio for the cycles where EBA disclosed that granularity.
NII path under adverse vs baseline, re-pricing effect, behavioural-deposit assumptions where disclosed, IRRBB-adjacent shocks. Cycles from 2021 onward use the constrained-balance-sheet methodology.
3-year cumulative operational-risk losses — headline, conduct-risk overlay (where split out), and the EBA floor in basis points of operational RWA.
Pre-computed medians, p25 / p75 and country-cohort bands for every key variable. Lets a single bank position itself against EU G-SIB peers in one lookup.
Defaulting rules, sources per cell, version log, known gaps & caveats. Every number either traces back to a primary EBA/ESRB/Pillar 3 source or is labelled as an Ezelman practitioner estimate.
We take data quality seriously because a peer-benchmarking dataset is only as good as its worst cell. Three control loops are in place.
Every figure traces to a named, dated primary document:
Before a row is admitted to the master tables, it passes:
Where an EBA template cell is blank for a specific bank, we apply a documented and reproducible fallback:
The Big-4 build peer-benchmarking datasets worth seven figures in chargeable hours and never release them. The big strategy firms release framework decks but not data. The result is that every risk function in Europe pays someone, twice a year, to scrape the same EBA templates into the same shape — and nobody shares back. Ezelman is on the other side of that position. We ship what we build. This dataset is part of a wider commitment we call on the record: the work we do for clients we can package, the packaged work we can share, and the positions we take we sign — dated, and corrected in public.
Updated on every EBA cycle (next material refresh: Q3 2027, tracking the 2027 cycle results disclosure). Interim patches released whenever a reviewer flags an error we can verify.